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math.ST2022★ 1 cited
Log-concave density estimation in undirected graphical models
Kaie Kubjas, Olga Kuznetsova, Elina Robeva +2
We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph . We show that t…
math.ST2020★ 3 cited
Exact Solutions in Log-Concave Maximum Likelihood Estimation
Alexandros Grosdos, Alexander Heaton, Kaie Kubjas +3
We study probability density functions that are log-concave. Despite the space of all such densities being infinite-dimensional, the maximum likelihood estimate is the exponential…